AMIX[Strategy] vs RUB Inflation[Benchmark]

19 Jun, 2026 - 7 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	98.0%
Cumulative Return	-2.59%	3.98%
CAGR﹪	-17.76%	33.69%
Sharpe	-0.22	105.33
Prob. Sharpe Ratio	46.32%	97.21%
Smart Sharpe	-0.2	94.54
Sortino	-0.32	-
Smart Sortino	-0.29	-
Sortino/√2	-0.23	-
Smart Sortino/√2	-0.2	-
Omega	0.96	0.96
Max Drawdown	-18.65%	-
Longest DD Days	-	-
Volatility (ann.)	36.29%	0.2%
R^2	0.0	0.0
Information Ratio	-0.05	-0.05
Calmar	-0.95	-
Skew	0.4	-6.78
Kurtosis	2.64	46.0
Expected Daily	-0.06%	0.08%
Expected Monthly	-0.87%	1.31%
Expected Yearly	-2.59%	3.98%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-3.79%	-0.06%
Expected Shortfall (cVaR)	-3.79%	-0.06%
Max Consecutive Wins	4	45
Max Consecutive Losses	5	0
Gain/Pain Ratio	-0.04	-
Gain/Pain (1M)	-0.47	-
Payoff Ratio	-	-
Profit Factor	0.96	-
Common Sense Ratio	0.75	-
CPC Index	-	-
Tail Ratio	0.78	1.0
Outlier Win Ratio	1.71	34.95
Outlier Loss Ratio	1.66	-
MTD	1.62%	0.43%
3M	-2.59%	3.98%
6M	-2.59%	3.98%
YTD	-2.59%	3.98%
1Y	-2.59%	3.98%
3Y (ann.)	-17.76%	33.69%
5Y (ann.)	-17.76%	33.69%
10Y (ann.)	-17.76%	33.69%
All-time (ann.)	-17.76%	33.69%
Best Day	7.85%	0.09%
Worst Day	-5.7%	0.0%
Best Month	1.62%	2.72%
Worst Month	-2.28%	0.43%
Best Year	-2.59%	3.98%
Worst Year	-2.59%	3.98%
Avg. Drawdown	-18.65%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.14	-
Ulcer Index	0.08	0.0
Serenity Index	-0.05	-
Avg. Up Month	1.62%	0.43%
Avg. Down Month	-	-
Win Days	44.44%	100.0%
Win Month	33.33%	100.0%
Win Quarter	0.0%	100.0%
Win Year	0.0%	100.0%
Beta	-0.37	-
Alpha	0.0	-
Correlation	-0.21%	-
Treynor Ratio	6.95%	-